/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* This file is part of the program and library */ /* SCIP --- Solving Constraint Integer Programs */ /* */ /* Copyright (C) 2002-2020 Konrad-Zuse-Zentrum */ /* fuer Informationstechnik Berlin */ /* */ /* SCIP is distributed under the terms of the ZIB Academic License. */ /* */ /* You should have received a copy of the ZIB Academic License */ /* along with SCIP; see the file COPYING. If not visit scipopt.org. */ /* */ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /**@file heur_subnlp.h * @ingroup PRIMALHEURISTICS * @brief NLP local search primal heuristic using sub-SCIPs * @author Stefan Vigerske * * This heuristic applies a NLP local search to a nonlinear CIP after fixing all discrete variables. * That is, the CIP is copied, all discrete variables are fixed, presolving is applied, * and if the resulting CIP has a nonlinear relaxation, then it is tried to solve this relaxation * by an NLP solver. * The heuristic only runs if continuous nonlinearities are present (@ref SCIPhasNLPContinuousNonlinearity()). * * Fixing values for discrete values are either taken from a solution of the LP relaxation which * satisfies all integrality constraints, or are provided by SCIPupdateStartpointHeurSubNlp(). * * This heuristic is orthogonal to the undercover heuristic (@ref heur_undercover.h), which fixes * variables in a nonlinear CIP in a way that a (possibly mixed-integer) linear subproblem is obtained. */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef HEUR_SUBNLP_H_ #define HEUR_SUBNLP_H_ #include "scip/def.h" #include "scip/type_heur.h" #include "scip/type_result.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #include "scip/type_sol.h" #include "scip/type_var.h" #ifdef __cplusplus extern "C" { #endif /** creates the NLP local search primal heuristic and includes it in SCIP * * @ingroup PrimalHeuristicIncludes */ SCIP_EXPORT SCIP_RETCODE SCIPincludeHeurSubNlp( SCIP* scip /**< SCIP data structure */ ); /**@addtogroup PRIMALHEURISTICS * * @{ */ /** updates the starting point for the NLP heuristic * * Is called, for example, by a constraint handler that handles nonlinear constraints when a check on feasibility of a solution fails. */ SCIP_EXPORT SCIP_RETCODE SCIPupdateStartpointHeurSubNlp( SCIP* scip, /**< SCIP data structure */ SCIP_HEUR* heur, /**< subNLP heuristic */ SCIP_SOL* solcand, /**< solution candidate */ SCIP_Real violation /**< constraint violation of solution candidate */ ); /** main procedure of the subNLP heuristic */ SCIP_EXPORT SCIP_RETCODE SCIPapplyHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur, /**< heuristic data structure */ SCIP_RESULT* result, /**< pointer to store result of: solution found, no solution found, or fixing is infeasible (cutoff) */ SCIP_SOL* refpoint, /**< point to take fixation of discrete variables from, and startpoint for NLP solver; if NULL, then LP solution is used */ SCIP_Longint itercontingent, /**< iteration limit for NLP solver */ SCIP_Real timelimit, /**< time limit for NLP solver */ SCIP_Real minimprove, /**< desired minimal relative improvement in objective function value */ SCIP_Longint* iterused, /**< buffer to store number of iterations used by NLP solver, or NULL if not of interest */ SCIP_SOL* resultsol /**< a solution where to store found solution values, if any, or NULL if to try adding to SCIP */ ); /** for a given solution, resolves the corresponding subNLP and updates solution values for continuous variables, if NLP solution is feasible in original problem */ SCIP_EXPORT SCIP_RETCODE SCIPresolveSolHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur, /**< heuristic data structure */ SCIP_SOL* sol, /**< solution for which to solve NLP, and where to store resolved solution values */ SCIP_Bool* success, /**< buffer where to store whether a feasible solution was found */ SCIP_Longint itercontingent, /**< iteration limit for NLP solver, or -1 for default of NLP heuristic */ SCIP_Real timelimit /**< time limit for NLP solver */ ); /** adds all known linear constraint to the NLP, if initialized and not done already * This function is temporary and will hopefully become obsolete in the near future. */ SCIP_EXPORT SCIP_RETCODE SCIPaddLinearConsToNlpHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur, /**< heuristic data structure */ SCIP_Bool addcombconss, /**< whether to add combinatorial linear constraints, i.e., linear constraints that involve only discrete variables */ SCIP_Bool addcontconss /**< whether to add continuous linear constraints, i.e., linear constraints that involve not only discrete variables */ ); /** gets sub-SCIP used by NLP heuristic, or NULL if none */ SCIP_EXPORT SCIP* SCIPgetSubScipHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur /**< heuristic data structure */ ); /** gets mapping of SCIP variables to sub-SCIP variables */ SCIP_EXPORT SCIP_VAR** SCIPgetVarMappingScip2SubScipHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur /**< heuristic data structure */ ); /** gets mapping of sub-SCIP variables to SCIP variables */ SCIP_EXPORT SCIP_VAR** SCIPgetVarMappingSubScip2ScipHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur /**< heuristic data structure */ ); /** gets startpoint candidate to be used in next call to NLP heuristic, or NULL if none */ SCIP_EXPORT SCIP_SOL* SCIPgetStartCandidateHeurSubNlp( SCIP* scip, /**< original SCIP data structure */ SCIP_HEUR* heur /**< heuristic data structure */ ); /** @} */ #ifdef __cplusplus } #endif #endif /*HEUR_SUBNLP_H_*/